Continuity Properties of Optimal Multiple Stopping Value
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Publication:3580102
DOI10.1080/07362994.2010.482824zbMath1207.60033OpenAlexW2002489931MaRDI QIDQ3580102
Publication date: 11 August 2010
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2010.482824
lower semicontinuityconvergence in distributionoptimal multiple stoppingtriangular functionprophet inequality
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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